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"Calculating the Optimal Portfolio in Excel | Portfolio Optimization" by Ryan O'Connell, CFA FRM. This video is based on the Modern Portfolio Theory (MPT) and the Efficient Frontier.
Chapters:
0:00 - Explanation of Assets
0:36 - Expected Return, Standard Deviation, and Weights
1:50 - Enable Data Analysis Toolpak and Solver Toolpak
2:25 - Get Historical Return Data from Yahoo Finance
3:31 - Create a Covariance Matrix
4:58 - Calculate Portfolio Standard Deviation
5:31 - Calculate Sharpe Ratio
6:39 - Find Optimal Portfolio Using Excel Solver
š See Why I Recommend This Broker:https://ryano.finance/ibkr-overview
š¾ Download Free Excel File Here:https://ryanoconnellfinance.com/produ...
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC
ALTERNATIVE TITLES:
Portfolio Optimization Made Easy with Excel
Optimal Portfolio Management: Excel Techniques Revealed
Building Your Ultimate Investment Portfolio in Excel
Excel Your Investments: A Guide to Optimal Portfolio Creation
Smarter Investing: Master Portfolio Optimization in Excelā¦...more
Calculating the Optimal Portfolio in Excel | Portfolio Optimization
1.4KLikes
81,554Views
2021Jun 30
"Calculating the Optimal Portfolio in Excel | Portfolio Optimization" by Ryan O'Connell, CFA FRM. This video is based on the Modern Portfolio Theory (MPT) and the Efficient Frontier.
Chapters:
0:00 - Explanation of Assets
0:36 - Expected Return, Standard Deviation, and Weights
1:50 - Enable Data Analysis Toolpak and Solver Toolpak
2:25 - Get Historical Return Data from Yahoo Finance
3:31 - Create a Covariance Matrix
4:58 - Calculate Portfolio Standard Deviation
5:31 - Calculate Sharpe Ratio
6:39 - Find Optimal Portfolio Using Excel Solver
š See Why I Recommend This Broker:https://ryano.finance/ibkr-overview
š¾ Download Free Excel File Here:https://ryanoconnellfinance.com/produ...
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC
ALTERNATIVE TITLES:
Portfolio Optimization Made Easy with Excel
Optimal Portfolio Management: Excel Techniques Revealed
Building Your Ultimate Investment Portfolio in Excel
Excel Your Investments: A Guide to Optimal Portfolio Creation
Smarter Investing: Master Portfolio Optimization in Excelā¦...more